moment: Central Moment

In jeksterslabds/jeksterslabRds: Jekster's Lab Data Science and Statistics

Description

The sample central moment is defined by

m_j = \frac{∑_{i = 1}^{n} ≤ft( x_i - \bar{x} \right)^j}{n}

where

• n is the sample size,

• x = \{x_1 … x_n\} is a random variable,

• \bar{x} is the sample mean of x, and

• j is the jth central moment.

Usage

moment(x, j)

Arguments

x	Numeric vector.
j	Integer. jth moment. From 0 to 4.

Details

• The "zeroth" central moment is 1.

• The first central moment is 0.

• The second cental moment is the variance.

• The third central moment is used to define skewness.

• The fourth central moment is used to define kurtosis.

Author(s)

Ivan Jacob Agaloos Pesigan

References

Wikipedia: Central Moment

jeksterslabds/jeksterslabRds documentation built on July 16, 2020, 3:41 p.m.